Details
NAME
Basil Williams
INSTITUTION
Imperial College London
EMAIL
basil.williams@imperial.ac.uk
WEBSITE
basilwilliams.org
Featured Work
2021
Model Secrecy and Stress Tests (JF forthcoming)
Nov 17,2021
Should regulators reveal the models they use to stress test banks? In our setting, revealing leads to gaming, but secrecy...
Show Previous Versions2020
Model Secrecy and Stress Tests
Aug 29,2020
We study whether regulators should reveal the models they use to stress test banks. In our setting, revealing leads to...